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  #1  
Old 10-25-2007, 04:34 PM
H.R. Paperstacks H.R. Paperstacks is offline
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Default This is a long one

I can't get the right answer and I suspect its because of the length and hidden mistake

Let X and Y be randon variables such that X has density function

f(x)= 3x^2 for 0<x<1

and the conditional density of Y given X=x0 is

g(y|x0) = ky/x0^2 for 0<y<5x0

Then over the appropriate domain the conditional density of X given Y=y0 is

the answer is 5/(5-y0)

But I can't get that
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  #2  
Old 10-25-2007, 08:16 PM
mjlee08 mjlee08 is offline
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I tried this and it seemed to work...

Find f(x,y) by multiplying g(y|x)f(x) = f(x,y). Then, integrate that in terms of x to get f(y). Your bounds will be from (1/5)y to 1. So f(x|y)=f(x,y)/f(y) and you should get 5/(5-y).
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